+479.7%
NDAQ vs FFIV
+130.1%
+349.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | +16.3% | -32.4% | +48.7% | +29.5% |
| 3M | +15.8% | -22.7% | +38.5% | +22.9% |
| 6M | +24.8% | -10.7% | +35.5% | +25.3% |
| YTD | +14.1% | +25.4% | -11.3% | +1.0% |
| 1Y | +26.5% | +34.2% | -7.6% | +9.4% |
| 3Y | +119.1% | +101.2% | +17.9% | +61.3% |
| 5Y | +70.9% | +42.0% | +29.0% | +38.6% |
| 10Y | +479.7% | +126.7% | +353.0% | +277.1% |
| All | +479.7% | +130.1% | +349.7% | +277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling